A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems

@inproceedings{Mascagni2001AQC,
  title={A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems},
  author={Michael Mascagni and Aneta Karaivanova and Yaohang Li},
  booktitle={Monte Carlo Methods Appl.},
  year={2001}
}
In this paper we present and analyze a quasi-Monte Carlo method for solving elliptic boundary value problems. Our method transforms the given partial differential equation into an integral equation by employing a well known local integral representation. The kernel in this integral equation representation can be used as a transition density function to define a Markov process used in estimating the solution. The particular process, called a random walk on balls process, is subsequently… 

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The members of the Committee approve the thesis of Yaohang Li defended on 7/17/2000. ACKNOWLEDGEMENTS I would like to express my sincere thanks and appreciation to my advisor, Dr. Michael Mascagni

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